ACTG 384 - Study of Protease Inhibitor and/or Non-Nucleoside Reverse Transcriptase Inhibitor with Dual Nucleosides in Initial Therapy of HIV Infection. The primary hypotheses being tested in this protocol include the following: 1. The initial use of two nucleoside reverse transcriptase inhibitor (NRTIs) + nelfinavir (NFV) followed (for those who fail) by the use of two different NRTIs + EFZ is superior to the initial use of two NRTIs + EFZ followed (for those who fail) by two different NRTIs + NFV. 2. The initial use of two NRTIs + NFV + EFZ is superior to either of the two consecutive 3 drug regimens outlined in hypothesis 1 above. 3. The use of lamivudine/zidovudine (3TC/ZDV) followed by the use of didanosine (ddl) + Stavudine (d4T)(for those who fail the initial ddl/d4T regimen) when these two NRTI combinations are taken with NFV or EFZ. This will be a multicenter trial with 800 subjects. Subjects will be enrolled over approximately 1 year. All subjects will receive randomized study treatment until study closure or for a maximum study duration of approximately 3 years. Treatment progresses through three treatment regimens.